+48.8%
KR vs FFIV
+95.0%
-46.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | -2.7% | +1.6% | -4.3% | -2.7% |
| 30D | +1.9% | -3.7% | +5.7% | +2.1% |
| 3M | -11.0% | +2.0% | -13.0% | -11.2% |
| 6M | -20.2% | +39.3% | -59.5% | -21.6% |
| YTD | -7.3% | +56.1% | -63.4% | -9.7% |
| 1Y | -13.1% | +22.0% | -35.1% | -13.9% |
| 3Y | +29.7% | +148.2% | -118.5% | +17.2% |
| 5Y | +48.8% | +96.3% | -47.6% | +39.2% |
| All | +48.8% | +95.0% | -46.3% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling